R. Portfolio 01
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in R. Portfolio 01, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Sep 20, 2024, the R. Portfolio 01 returned 17.15% Year-To-Date and 10.45% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
R. Portfolio 01 | 17.15% | 2.18% | 10.54% | 31.02% | 11.99% | 10.52% |
Portfolio components: | ||||||
Vanguard S&P 500 ETF | 20.99% | 1.86% | 9.93% | 33.86% | 15.68% | 13.22% |
Vanguard Growth ETF | 23.21% | 0.78% | 10.46% | 40.57% | 18.71% | 15.48% |
Vanguard FTSE Europe ETF | 12.48% | 1.50% | 7.84% | 24.24% | 8.91% | 5.65% |
Vanguard Real Estate ETF | 13.46% | 6.17% | 17.54% | 31.33% | 4.89% | 7.33% |
Vanguard Intermediate-Term Corporate Bond ETF | 6.24% | 1.45% | 6.63% | 14.48% | 1.69% | 3.17% |
Monthly Returns
The table below presents the monthly returns of R. Portfolio 01, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.08% | 3.81% | 2.39% | -4.17% | 5.04% | 2.73% | 1.87% | 2.89% | 17.15% | ||||
2023 | 8.11% | -2.72% | 3.63% | 1.51% | -0.13% | 5.21% | 2.63% | -1.98% | -5.01% | -2.35% | 9.82% | 5.32% | 25.44% |
2022 | -6.10% | -3.56% | 2.51% | -8.14% | -0.72% | -7.58% | 8.63% | -5.07% | -9.44% | 5.18% | 6.54% | -4.87% | -22.12% |
2021 | -0.82% | 1.71% | 2.93% | 5.37% | 0.70% | 2.54% | 2.66% | 2.35% | -4.57% | 5.94% | -1.14% | 4.03% | 23.43% |
2020 | 0.82% | -6.10% | -12.80% | 10.68% | 4.76% | 3.03% | 5.06% | 5.38% | -3.32% | -2.80% | 10.03% | 3.45% | 16.79% |
2019 | 7.88% | 2.51% | 2.47% | 3.03% | -4.16% | 5.31% | 0.92% | 0.07% | 1.26% | 2.15% | 2.10% | 2.53% | 28.86% |
2018 | 3.41% | -4.12% | -0.91% | 0.46% | 2.09% | 0.96% | 2.42% | 2.18% | -0.15% | -6.06% | 1.30% | -6.39% | -5.31% |
2017 | 1.88% | 3.01% | 0.67% | 1.68% | 1.92% | 0.31% | 2.01% | 0.47% | 1.28% | 1.36% | 1.89% | 0.89% | 18.79% |
2016 | -4.24% | -0.52% | 6.77% | 0.11% | 1.41% | 0.75% | 3.61% | -0.53% | 0.03% | -2.70% | 0.39% | 2.45% | 7.33% |
2015 | 0.31% | 3.33% | -1.52% | 0.75% | 0.64% | -2.35% | 2.77% | -5.57% | -1.29% | 6.59% | -0.11% | -1.36% | 1.67% |
2014 | -1.57% | 4.79% | -0.15% | 1.28% | 2.27% | 1.41% | -1.48% | 3.14% | -2.56% | 2.84% | 2.31% | -0.72% | 11.88% |
2013 | 3.77% | 0.40% | 2.60% | 3.00% | -0.26% | -2.40% | 4.43% | -2.82% | 4.07% | 3.89% | 0.85% | 2.05% | 21.04% |
Expense Ratio
R. Portfolio 01 has an expense ratio of 0.06%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of R. Portfolio 01 is 69, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
Vanguard S&P 500 ETF | 2.49 | 3.33 | 1.45 | 2.73 | 15.67 |
Vanguard Growth ETF | 2.18 | 2.84 | 1.39 | 2.02 | 11.15 |
Vanguard FTSE Europe ETF | 1.67 | 2.36 | 1.28 | 1.43 | 9.93 |
Vanguard Real Estate ETF | 1.45 | 2.10 | 1.27 | 0.78 | 5.81 |
Vanguard Intermediate-Term Corporate Bond ETF | 2.15 | 3.23 | 1.39 | 0.79 | 10.13 |
Dividends
Dividend yield
R. Portfolio 01 granted a 2.06% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
R. Portfolio 01 | 2.06% | 2.20% | 2.21% | 1.77% | 1.95% | 2.31% | 2.79% | 2.34% | 2.70% | 2.53% | 2.59% | 2.51% |
Portfolio components: | ||||||||||||
Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Vanguard Growth ETF | 0.39% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Vanguard FTSE Europe ETF | 2.86% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% | 2.77% |
Vanguard Real Estate ETF | 3.63% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Vanguard Intermediate-Term Corporate Bond ETF | 4.06% | 3.72% | 3.03% | 2.87% | 2.78% | 3.37% | 3.61% | 3.21% | 3.29% | 3.34% | 3.34% | 4.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the R. Portfolio 01. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the R. Portfolio 01 was 31.48%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-31.48% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
-28.28% | Dec 30, 2021 | 200 | Oct 14, 2022 | 331 | Feb 9, 2024 | 531 |
-17.53% | Jul 8, 2011 | 61 | Oct 3, 2011 | 85 | Feb 3, 2012 | 146 |
-15.71% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
-12.04% | May 22, 2015 | 183 | Feb 11, 2016 | 45 | Apr 18, 2016 | 228 |
Volatility
Volatility Chart
The current R. Portfolio 01 volatility is 3.42%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
VCIT | VNQ | VGK | VUG | VOO | |
---|---|---|---|---|---|
VCIT | 1.00 | 0.22 | 0.07 | 0.07 | 0.04 |
VNQ | 0.22 | 1.00 | 0.55 | 0.58 | 0.64 |
VGK | 0.07 | 0.55 | 1.00 | 0.73 | 0.79 |
VUG | 0.07 | 0.58 | 0.73 | 1.00 | 0.94 |
VOO | 0.04 | 0.64 | 0.79 | 0.94 | 1.00 |